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XSLE.DE vs. XPPE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XSLE.DE vs. XPPE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers IE Physical Silver (EUR Hedged) ETC Securities (XSLE.DE) and Xtrackers IE Physical Platinum (EUR Hedged) ETC Securities (XPPE.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XSLE.DE achieves a -26.25% return, which is significantly higher than XPPE.DE's -30.60% return.


XSLE.DE

1D
0.00%
1M
-24.10%
YTD
-26.25%
6M
-26.25%
1Y
53.24%
3Y*
31.27%
5Y*
12.87%
10Y*

XPPE.DE

1D
0.00%
1M
-18.20%
YTD
-30.60%
6M
-30.60%
1Y
13.84%
3Y*
15.93%
5Y*
4.05%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XSLE.DE vs. XPPE.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
XSLE.DE
Xtrackers IE Physical Silver (EUR Hedged) ETC Securities
-26.25%149.28%20.14%-4.86%0.29%-15.30%48.80%
XPPE.DE
Xtrackers IE Physical Platinum (EUR Hedged) ETC Securities
-30.60%133.17%-11.04%-8.96%5.52%-11.54%26.49%

Correlation

The correlation between XSLE.DE and XPPE.DE is 0.78, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.78

Correlation (3Y)
Calculated over the trailing 3-year period

0.68

Correlation (5Y)
Calculated over the trailing 5-year period

0.65

Correlation (All Time)
Calculated using the full available price history since May 29, 2020

0.63

The correlation between XSLE.DE and XPPE.DE shifts across timeframes, from 0.63 (all time) to 0.78 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

XSLE.DE vs. XPPE.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XSLE.DE
XSLE.DE Risk / Return Rank: 2727
Overall Rank
XSLE.DE Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
XSLE.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
XSLE.DE Omega Ratio Rank: 3333
Omega Ratio Rank
XSLE.DE Calmar Ratio Rank: 2424
Calmar Ratio Rank
XSLE.DE Martin Ratio Rank: 2121
Martin Ratio Rank

XPPE.DE
XPPE.DE Risk / Return Rank: 1414
Overall Rank
XPPE.DE Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
XPPE.DE Sortino Ratio Rank: 1515
Sortino Ratio Rank
XPPE.DE Omega Ratio Rank: 1515
Omega Ratio Rank
XPPE.DE Calmar Ratio Rank: 1212
Calmar Ratio Rank
XPPE.DE Martin Ratio Rank: 1212
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

XSLE.DE vs. XPPE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers IE Physical Silver (EUR Hedged) ETC Securities (XSLE.DE) and Xtrackers IE Physical Platinum (EUR Hedged) ETC Securities (XPPE.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


XSLE.DEXPPE.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.62

Sortino ratioReturn per unit of downside risk

+0.74

Omega ratioGain probability vs. loss probability

1.21

1.09

+0.11

Calmar ratioReturn relative to maximum drawdown

1.05

0.30

+0.75

Martin ratioReturn relative to average drawdown

2.34

0.67

+1.68

XSLE.DE vs. XPPE.DE - Sharpe Ratio Comparison

The current XSLE.DE Sharpe Ratio is 0.91, which is higher than the XPPE.DE Sharpe Ratio of 0.29. The chart below compares the historical Sharpe Ratios of XSLE.DE and XPPE.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

XSLE.DE vs. XPPE.DE - Drawdown Comparison

The maximum XSLE.DE drawdown since its inception was -50.39%, which is greater than XPPE.DE's maximum drawdown of -45.47%. Use the drawdown chart below to compare losses from any high point for XSLE.DE and XPPE.DE.


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Drawdown Indicators


XSLE.DEXPPE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-50.39%

-45.47%

-4.92%

Max Drawdown (1Y)

Largest decline over 1 year

-50.39%

-45.47%

-4.92%

Max Drawdown (3Y)

Largest decline over 3 years

-50.39%

-45.47%

-4.92%

Max Drawdown (5Y)

Largest decline over 5 years

-50.39%

-45.47%

-4.92%

Current Drawdown

Current decline from peak

-50.39%

-45.47%

-4.92%

Average Drawdown

Average peak-to-trough decline

-18.56%

-23.94%

+5.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

22.66%

20.77%

+1.89%

Volatility

XSLE.DE vs. XPPE.DE - Volatility Comparison

Xtrackers IE Physical Silver (EUR Hedged) ETC Securities (XSLE.DE) has a higher volatility of 15.37% compared to Xtrackers IE Physical Platinum (EUR Hedged) ETC Securities (XPPE.DE) at 11.45%. This indicates that XSLE.DE's price experiences larger fluctuations and is considered to be riskier than XPPE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XSLE.DEXPPE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.37%

11.45%

+3.92%

Volatility (6M)

Calculated over the trailing 6-month period

55.02%

40.73%

+14.29%

Volatility (1Y)

Calculated over the trailing 1-year period

58.27%

47.22%

+11.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.72%

32.13%

+3.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.55%

32.43%

+3.12%

XSLE.DE vs. XPPE.DE - Expense Ratio Comparison

Both XSLE.DE and XPPE.DE have an expense ratio of 0.73%.


Dividends

XSLE.DE vs. XPPE.DE - Dividend Comparison

Neither XSLE.DE nor XPPE.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


XSLE.DE and XPPE.DE have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.73% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

XSLE.DE and XPPE.DE have the same expense ratio: 0.73% per year.

XSLE.DE is categorized as Silver, while XPPE.DE is Precious Metals. XSLE.DE tracks LBMA Silver Price (EUR Hedged), while XPPE.DE tracks Platinum (EUR Hedged).

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